mini-sized Dow ($5) Future March 2008


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 13,302 13,348 46 0.3% 13,431
High 13,364 13,568 204 1.5% 13,568
Low 13,233 13,337 104 0.8% 13,181
Close 13,350 13,550 200 1.5% 13,550
Range 131 231 100 76.3% 387
ATR 204 206 2 1.0% 0
Volume 161,355 135,237 -26,118 -16.2% 792,665
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,178 14,095 13,677
R3 13,947 13,864 13,614
R2 13,716 13,716 13,592
R1 13,633 13,633 13,571 13,675
PP 13,485 13,485 13,485 13,506
S1 13,402 13,402 13,529 13,444
S2 13,254 13,254 13,508
S3 13,023 13,171 13,487
S4 12,792 12,940 13,423
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 14,594 14,459 13,763
R3 14,207 14,072 13,657
R2 13,820 13,820 13,621
R1 13,685 13,685 13,586 13,753
PP 13,433 13,433 13,433 13,467
S1 13,298 13,298 13,515 13,366
S2 13,046 13,046 13,479
S3 12,659 12,911 13,444
S4 12,272 12,524 13,337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,568 13,181 387 2.9% 180 1.3% 95% True False 158,533
10 13,879 13,181 698 5.2% 227 1.7% 53% False False 93,225
20 13,879 12,815 1,064 7.9% 218 1.6% 69% False False 46,911
40 14,042 12,815 1,227 9.1% 203 1.5% 60% False False 23,500
60 14,369 12,815 1,554 11.5% 172 1.3% 47% False False 15,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 14,550
2.618 14,173
1.618 13,942
1.000 13,799
0.618 13,711
HIGH 13,568
0.618 13,480
0.500 13,453
0.382 13,425
LOW 13,337
0.618 13,194
1.000 13,106
1.618 12,963
2.618 12,732
4.250 12,355
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 13,518 13,500
PP 13,485 13,449
S1 13,453 13,399

These figures are updated between 7pm and 10pm EST after a trading day.

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